Time-consistent actuarial valuations
Pelsser, Antoon, Salahnejhad Ghalehjooghi, Ahmad
Published in Insurance, mathematics & economics (01.01.2016)
Published in Insurance, mathematics & economics (01.01.2016)
Get full text
Journal Article
Optimal dividends and ALM under unhedgeable risk
Pelsser, Antoon A.J., Laeven, Roger J.A.
Published in Insurance, mathematics & economics (01.11.2013)
Published in Insurance, mathematics & economics (01.11.2013)
Get full text
Journal Article
Risk-Neutral Valuation of Real Estate Derivatives
van Bragt, David, Francke, Marc K., Singor, Stefan N., Pelsser, Antoon
Published in The Journal of derivatives (01.10.2015)
Published in The Journal of derivatives (01.10.2015)
Get full text
Journal Article
Monte Carlo pricing in the Schöbel–Zhu model and its extensions
van Haastrecht, Alexander, Lord, Roger, Pelsser, Antoon
Published in The journal of computational finance (01.03.2014)
Published in The journal of computational finance (01.03.2014)
Get full text
Journal Article